+957.5%
XLY vs MKSI
+2,222.5%
-1,265.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -1.7% | +2.7% | -4.4% | -2.3% |
| 30D | -4.2% | -12.8% | +8.6% | -1.5% |
| 3M | -2.7% | -22.5% | +19.8% | +1.0% |
| 6M | -0.6% | +19.4% | -20.0% | -7.2% |
| YTD | -5.0% | +67.7% | -72.7% | -18.5% |
| 1Y | -4.1% | +131.4% | -135.5% | -24.4% |
| 3Y | +33.6% | +197.3% | -163.7% | -4.9% |
| 5Y | +28.7% | +87.0% | -58.2% | -0.6% |
| 10Y | +219.6% | +522.1% | -302.5% | +82.8% |
| All | +957.5% | +2,222.5% | -1,265.0% | +323.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling